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A Branch and Bound Method for Solving Integer Separable Concave Problems

Abstract : A branch and bound algorithm is proposed for solving integer separable concave problems. The method uses Lagrangian duality to obtain lower and upper bounds. We show that the dual program of a separable concave problem is a linear program. Moreover, we identify an excellent candidate to test on each region of the branch and we show an optimality sufficient condition for this candidate. Preliminary computational results are reported.
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https://hal.inria.fr/inria-00376095
Contributor : Patricio Reyes <>
Submitted on : Thursday, April 16, 2009 - 4:20:57 PM
Last modification on : Wednesday, February 13, 2019 - 6:44:01 PM

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Oscar Barrientos, Rafael Correa, Patricio Reyes, Alvaro Valdebenito. A Branch and Bound Method for Solving Integer Separable Concave Problems. Comput. Optim. Appl., Kluwer Academic Publishers, 2003, 26 (2), pp.155--171. ⟨10.1023/A:1025746430535⟩. ⟨inria-00376095⟩

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